Convex semi-infinite programming algorithms with inexact separation oracles

Solving convex semi-infinite programming (SIP) problems is challenging when the separation problem, namely, the problem of finding the most violated constraint, is computationally hard. We propose to tackle this difficulty by solving the separation problem approximately, i.e., by using an inexact or...

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Bibliographic Details
Published in:Optimization letters Vol. 19; no. 3; pp. 437 - 462
Main Authors: Oustry, Antoine, Cerulli, Martina
Format: Journal Article
Language:English
Published: 01.04.2025
ISSN:1862-4472, 1862-4480
Online Access:Get full text
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